Title
Gossip Algorithms for Convex Consensus Optimization Over Networks
Abstract
In many applications, nodes in a network desire not only a consensus, but an optimal one. To date, a family of subgradient algorithms have been proposed to solve this problem under general convexity assumptions. This technical note shows that, for the scalar case and by assuming a bit more, novel non-gradient-based algorithms with appealing features can be constructed. Specifically, we develop Pairwise Equalizing (PE) and Pairwise Bisectioning (PB), two gossip algorithms that solve unconstrained, separable, convex consensus optimization problems over undirected networks with time-varying topologies, where each local function is strictly convex, continuously differentiable, and has a minimizer. We show that PE and PB are easy to implement, bypass limitations of the subgradient algorithms, and produce switched, nonlinear, networked dynamical systems that admit a common Lyapunov function and asymptotically converge. Moreover, PE generalizes the well-known Pairwise Averaging and Randomized Gossip Algorithm, while PB relaxes a requirement of PE, allowing nodes to never share their local functions.
Year
DOI
Venue
2011
10.1109/TAC.2011.2160020
IEEE Trans. Automat. Contr.
Keywords
DocType
Volume
Heuristic algorithms,Convergence,Lyapunov methods,Spread spectrum communication,Algorithm design and analysis,Convex functions
Journal
56
Issue
ISSN
Citations 
12
0018-9286
20
PageRank 
References 
Authors
1.15
7
4
Name
Order
Citations
PageRank
Jie Lu1362.86
Choon Yik Tang28512.90
Paul R. Regier3261.67
Travis D. Bow4201.15